AP Photo

Inside an old storage warehouse in an abandoned shipyard in Copenhagen, Kristian von Bengston and Peter Madsen have been building a one-man rocket ship they intend to send on a 15-minute, parabolic trip to the edge of space and back. Von Bengston and Madsen’s non-profit, private space agency is called Copenhagen Suborbitals, and is probably the most extreme do-it-yourself project in the world. Von Bengston is an architect and former NASA contractor. Madsen is an engineer who founded a DIY collective that built three submarines as a hobby. Copenhagen Suborbitals has no government grants, no investors, and no academic affiliation. Instead, they’ve raised hundreds of thousands of dollars from ordinary people around the world who donated in exchange for a part of their...